+96.5%
STM vs NVDL
-23.5%
+119.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.1% | 0.0% | -3.9% |
| 7D | -6.0% | -14.0% | +8.0% | -0.9% |
| 30D | -20.9% | -31.2% | +10.2% | -10.1% |
| 3M | -15.8% | -15.5% | -0.3% | -10.7% |
| 6M | -17.0% | -10.3% | -6.8% | -13.7% |
| YTD | +76.8% | -5.8% | +82.6% | +73.9% |
| 1Y | +96.5% | -20.1% | +116.6% | +96.5% |
| All | +96.5% | -23.5% | +119.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling